Proxy setting for each application even if it doesn't support it

ProxyCap is an excellent lightweight application to manage various application on windows, windows mobile or mac computers to a proxy server with SOCKS4/5 or HTTPS access.
It's not that expensive and does the job good. It has options for exe-file, ports, ip-destination, host-name, transport protocol (TCP/UDP), windows authentication and more.

If you have specific application that should use a proxy connection or if all applications should use a proxy connection with some application exceptions this could be a nice tool to solve it.

Of cause you need a proxy server service, or you could use it to route some application away from your mandatory proxy.

http://www.proxycap.com/